Pages that link to "Item:Q2941471"
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The following pages link to Optimal Investment with Nonconcave Utilities in Discrete-Time Markets (Q2941471):
Displaying 3 items.
- Existence of solutions in non-convex dynamic programming and optimal investment (Q513744) (← links)
- Optimal investment with transaction costs under cumulative prospect theory in discrete time (Q1687370) (← links)
- Skorohod's Representation Theorem and Optimal Strategies for Markets with Frictions (Q4594521) (← links)
